There are different kinds of DLLs (and EXEs) in Microsoft world: native DLLs, prodoced by native C++ (or C) and assemblies, containing .NET executable stuff. The walkthrough you have read will give you a native DLL, while the referencing you try to do is meant only for .NET assemblies (and COM components).
So you either have to build a .NET DLL (which would be C++/CLI and not native C++), or link your native DLL to a native app (or importing it) instead of referencing it in a .NET project.